Anic Equity¶

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Total return since start: 0.66 %¶

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Equity now: -----------------------------> 50718.17 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43348.5 Kr¶

PnL: ---------------------------------------> -354.09 Kr¶

DD now: ---------------------------------> -4.522 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-19 15:46:57.769807'

Anic Portfolio¶

This Week¶

Return: -0.081 %¶

Total portfolio value¶

Return including deposits: 66.013 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Orrön Energy 170 -1.860000 2068.050000 27.200000 1.330000 2040.850000
Hexagon B 26 -0.450000 3437.200000 26.000000 0.760000 3411.200000
INVISIO 15 -0.830000 3585.000000 22.500000 0.630000 3562.500000
Vitec Software Group B 2 -0.620000 1119.000000 18.000000 1.630000 1101.000000
Nederman Holding 1 -0.460000 215.000000 16.000000 8.040000 199.000000
Hexatronic Group 15 2.880000 1081.200000 13.500000 1.260000 1067.700000
Sagax A 4 0.000000 896.000000 12.000000 1.360000 884.000000
HEXPOL B 8 -0.080000 964.000000 8.800000 0.920000 955.200000
Sagax B 4 -1.150000 892.000000 8.800000 1.000000 883.200000
Profoto Holding 7 -1.180000 588.000000 6.000000 1.030000 581.999999
Platzer Fastigheter Holding B 12 -0.750000 955.200000 6.000000 0.630000 949.200000
Latour B 4 -2.680000 857.200000 3.200000 0.370000 854.000000
Hennes & Mauritz B 6 -0.800000 912.960000 3.000000 0.330000 909.960000
ASSA ABLOY B 4 -1.190000 993.600000 2.800000 0.280000 990.800000
SKF B 5 -1.160000 980.000000 2.000000 0.200000 978.000000
Sandvik 4 -1.260000 847.600000 2.000000 0.240000 845.600000
Addnode Group B 7 -2.340000 904.400000 1.400000 0.160000 903.000000
AcadeMedia 20 -0.930000 975.200000 -0.400000 -0.040000 975.600000
Atrium Ljungberg B 5 -0.830000 901.000000 -0.500000 -0.060000 901.500000
Biotage 1 -7.410000 146.100000 -1.400000 -0.950000 147.500000
Eastnine 6 -1.270000 654.000000 -3.000000 -0.460000 657.000000
OX2 12 -3.400000 903.600000 -3.000000 -0.330000 906.600000
BioGaia B 8 -2.010000 899.200000 -3.200000 -0.350000 902.400000
EQT 4 -2.390000 864.400000 -6.400000 -0.730000 870.800000
Gränges 10 3.420000 1029.000000 -7.000000 -0.680000 1036.000000
BHG Group 109 -5.890000 1411.550000 -7.630000 -0.540000 1419.180000
Alimak Group 12 -1.070000 994.800000 -9.600000 -0.960000 1004.400000
Vitrolife 3 -2.370000 666.600000 -10.400000 -1.540000 677.000001
JM 7 -2.620000 936.600000 -11.200000 -1.180000 947.800000
Catena 2 -1.600000 789.200000 -14.400000 -1.790000 803.600000
Byggmax Group 33 -3.100000 949.740000 -15.180000 -1.570000 964.920000
Investor B 3 -1.920000 642.150000 -15.850000 -2.410000 657.999999
Creaspac SPAC 40 -0.520000 3808.000000 -16.000000 -0.420000 3824.000000
Hoist Finance 36 -2.160000 977.400000 -30.600000 -3.040000 1008.000000
VEF 788 -2.320000 1859.680000 -37.820000 -1.990000 1897.504000
Sedana Medical 93 -2.480000 2635.620000 -347.960000 -11.660000 2983.577733
TOTAL 43340.250000 -362.340000 -4.53692% 43702.591732

Updated:¶

'2023-06-19 15:45:03.379497'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶